
Drawing on proprietary market signals and decades of derivatives leadership, Robert Gregorio and Mark Serafini translate evolving market conditions into high-conviction option structures that seek to capture directional shifts with precision and scale.

Robert Gregorio, Managing Director
Robert specializes in equity derivatives trading, risk facilitation, and structured strategies for institutional clients, bringing a proven ability to deliver tailored listed‑option structures that maximize convexity and minimize alpha friction for our clients.
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Mark Serafini, Equity Derivatives Strategist
Mark focuses on leveraging the firm’s focus list and watch list ideas to develop actionable options strategies that enhance risk management and alpha generation for institutional clients.
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Combines OM’s precise timing with bespoke derivative ideas to deliver institutional-grade performance and outsized return potential.
Volume & open interest, option chain, and fundamental/technical analysis.
IV vs. RV, mean reversion, skew, and post-event/earnings IV crush.
Policy winners/losers, sector earnings momentum, and
multiple rerating.
Ratio trades driven by intraday momentum, VWAP, OI trends, and moving averages.
Deal activity, spreads, regulatory outcomes, and closure.
Optimal price and timing based on historical roll patterns and dividend adjustments.